ERA Chair in Mathematical Statistics and Data Science for the University of Luxembourg

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Project leaflet and poster
Project newsletters - midterm compendium

Project newsletters midterm compendium

Project website

Strategic Research Programme – initial version
Strategic Research Programme - midterm version

Strategic Research Programme midterm version

Publicaciones

From robust tests to Bayes-like posterior distributions

Autores: Baraud, Yannick
Publicado en: arXiv, 2021
Editor: arXiv

Local asymptotics of cross-validation in least-squares density estimation

Autores: Maillard, Guillaume
Publicado en: arXiv, Edición 2, 2021
Editor: arXiv

Robust Estimation in Finite Mixture Models

Autores: Lecestre, Alexandre
Publicado en: arXiv, 2021
Editor: arXiv

Robust Bayes-Like Estimation: Rho-Bayes estimation

Autores: Yannick Baraud, Lucien Birgé
Publicado en: arxiv.org, 2020
Editor: arxiv.org

Estimating the number of infected persons

Autores: Y. Baraud, I. Nourdin, G. Peccati
Publicado en: arxiv.org, 2020
Editor: arxiv.org

Robust Estimation of a Regression Function in Exponential Families

Autores: Baraud, Yannick; Chen, Juntong
Publicado en: arXiv, 2020
Editor: arXiv

Tests and estimation strategies associated to some loss functions

Autores: Yannick Baraud
Publicado en: Mathematical Methods of Statistics, Edición 1, 2021, ISSN 0178-8051
Editor: Springer Verlag
DOI: 10.1007/s00440-021-01065-1

Kernel Selection in Nonparametric Regression

Autores: Hélène Halconruy; Nicolas Marie
Publicado en: Mathematical Methods of Statistics, Edición 1, 2021, ISSN 1066-5307
Editor: Allerton Press Inc.
DOI: 10.3103/s1066530720010044

Multivariate central limit theorems for averages of fractional Volterra processes and applications to parameter estimation

Autores: Ivan Nourdin, David Nualart, Rola Zintout
Publicado en: Statistical Inference for Stochastic Processes, Edición 19/2, 2016, Página(s) 219-234, ISSN 1387-0874
Editor: Kluwer Academic Publishers
DOI: 10.1007/s11203-015-9125-x

Autoregressive Moving Average Infinite Hidden Markov-Switching Models

Autores: Luc Bauwens, Jean-François Carpantier, Arnaud Dufays
Publicado en: Journal of Business & Economic Statistics, Edición 35/2, 2017, Página(s) 162-182, ISSN 0735-0015
Editor: American Statistical Association
DOI: 10.1080/07350015.2015.1123636

Distributional Transformations Without Orthogonality Relations

Autores: Christian Döbler
Publicado en: Journal of Theoretical Probability, Edición 30/1, 2017, Página(s) 85-116, ISSN 0894-9840
Editor: Kluwer Academic Publishers
DOI: 10.1007/s10959-015-0646-4

The Gamma Stein equation and noncentral de Jong theorems

Autores: Christian Döbler, Giovanni Peccati
Publicado en: Bernoulli, Edición 24/4B, 2018, Página(s) 3384-3421, ISSN 1350-7265
Editor: Chapman & Hall
DOI: 10.3150/17-bej963

Convexity of probit weights

Autores: Martin Schumann, Gautam Tripathi
Publicado en: Statistics & Probability Letters, Edición 143, 2018, Página(s) 81-85, ISSN 0167-7152
Editor: Elsevier BV
DOI: 10.1016/j.spl.2018.07.022

Large portfolio risk management and optimal portfolio allocation with dynamic elliptical copulas

Autores: Xisong Jin, Thorsten Lehnert
Publicado en: Dependence Modeling, Edición 6/1, 2018, Página(s) 19-46, ISSN 2300-2298
Editor: De Gruyter
DOI: 10.1515/demo-2018-0002

Robust Inference for Inverse Stochastic Dominance

Autores: Francesco Andreoli
Publicado en: Journal of Business & Economic Statistics, Edición 36/1, 2017, Página(s) 146-159, ISSN 0735-0015
Editor: American Statistical Association
DOI: 10.1080/07350015.2015.1137758

Joint signature of two or more systems with applications to multistate systems made up of two-state components

Autores: Jean-Luc Marichal, Pierre Mathonet, Jorge Navarro, Christian Paroissin
Publicado en: European Journal of Operational Research, Edición 263/2, 2017, Página(s) 559-570, ISSN 0377-2217
Editor: Elsevier BV
DOI: 10.1016/j.ejor.2017.06.022

A simple consistent test of conditional symmetry in symmetrically trimmed tobit models

Autores: Tao Chen, Gautam Tripathi
Publicado en: Journal of Econometrics, Edición 198/1, 2017, Página(s) 29-40, ISSN 0304-4076
Editor: Elsevier BV
DOI: 10.1016/j.jeconom.2016.12.003

Gaussian phase transitions and conic intrinsic volumes: Steining the Steiner formula

Autores: Larry Goldstein, Ivan Nourdin, Giovanni Peccati
Publicado en: The Annals of Applied Probability, Edición 27/1, 2017, Página(s) 1-47, ISSN 1050-5164
Editor: Institute of Mathematical Statistics
DOI: 10.1214/16-aap1195

Quantitative de Jong theorems in any dimension

Autores: Christian Döbler, Giovanni Peccati
Publicado en: Electronic Journal of Probability, Edición 22/0, 2017, ISSN 1083-6489
Editor: Institute of Mathematical Statistics
DOI: 10.1214/16-ejp19

Gaussian approximation of nonlinear statistics on the sphere

Autores: Solesne Bourguin, Claudio Durastanti, Domenico Marinucci, Giovanni Peccati
Publicado en: Journal of Mathematical Analysis and Applications, Edición 436/2, 2016, Página(s) 1121-1148, ISSN 0022-247X
Editor: Academic Press
DOI: 10.1016/j.jmaa.2015.12.036

U-Statistics on the Spherical Poisson Space

Autores: Solesne Bourguin, Claudio Durastanti, Domenico Marinucci, Giovanni Peccati
Publicado en: Stochastic Analysis for Poisson Point Processes, Edición 7, 2016, Página(s) 295-310, ISBN 978-3-319-05232-8
Editor: Springer International Publishing
DOI: 10.1007/978-3-319-05233-5_9

Stochastic Analysis for Poisson Point Processes

Autores: Edited by Giovanni Peccati and Matthias Reitzner.
Publicado en: 2016, ISBN 978-3-319-05233-5
Editor: Springer
DOI: 10.1007/978-3-319-05233-5

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